+167.9%
XHB vs SCCO
+3,727.6%
-3,559.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.9% | +2.4% | -4.4% | -2.9% |
| 30D | -8.3% | +6.4% | -14.7% | -10.9% |
| 3M | -7.1% | +21.6% | -28.7% | -14.7% |
| 6M | -5.3% | +13.4% | -18.7% | -11.6% |
| YTD | -3.2% | +52.6% | -55.8% | -20.6% |
| 1Y | -13.9% | +122.4% | -136.2% | -39.4% |
| 3Y | +24.9% | +208.5% | -183.5% | -25.7% |
| 5Y | +34.5% | +353.9% | -319.4% | -34.0% |
| 10Y | +215.5% | +1,187.3% | -971.8% | -4.2% |
| All | +167.9% | +3,727.6% | -3,559.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling